Computation of a few Lyapunov exponents for continuous and discrete dynamical systems

Authors:
Luca Dieci;Erik S. Van Vleck
Affiliations:
School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332, USA;Department of Mathematical & Computer Sciences, Colorado School of Mines, Golden, CO 80401, USA
Venue:
Applied Numerical Mathematics
Year:
1995

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Abstract

In this paper, we consider QR-based method for computing the first few Lyapunov exponents of continuous and discrete dynamical systems. Algorithmic developments are discussed. Implementation details, error estimation and testing are also given.